-32.4%
GLW vs HOOD
-10.8%
-21.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HOOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +1.9% |
| 7D | -13.9% | -4.8% | -9.1% | -12.7% |
| 30D | -35.0% | -26.1% | -8.9% | -32.1% |
| 3M | -32.4% | -10.8% | -21.5% | -30.6% |
| All | -32.4% | -10.8% | -21.5% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HOOD.
Daily Out/Under-Performance
Portfolio return minus HOOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HOOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3mo: compounded portfolio wealth divided by compounded HOOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3mo analysis · Full analysis span regression · Available span rolling